forked from JeffersonLab/simc_gfortran
-
Notifications
You must be signed in to change notification settings - Fork 0
/
mt19937.f
233 lines (191 loc) · 6.75 KB
/
mt19937.f
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
* A C-program for MT19937: Real number version
* genrand() generates one pseudorandom real number (double)
* which is uniformly distributed on [0,1]-interval, for each
* call. sgenrand(seed) set initial values to the working area
* of 624 words. Before genrand(), sgenrand(seed) must be
* called once. (seed is any 32-bit integer except for 0).
* Integer generator is obtained by modifying two lines.
* Coded by Takuji Nishimura, considering the suggestions by
* Topher Cooper and Marc Rieffel in July-Aug. 1997.
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Library General Public
* License as published by the Free Software Foundation; either
* version 2 of the License, or (at your option) any later
* version.
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
* See the GNU Library General Public License for more details.
* You should have received a copy of the GNU Library General
* Public License along with this library; if not, write to the
* Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA
* 02111-1307 USA
*
* Copyright (C) 1997 Makoto Matsumoto and Takuji Nishimura.
* When you use this, send an email to: [email protected]
* with an appropriate reference to your work.
*
************************************************************************
* Fortran translation by Hiroshi Takano. Jan. 13, 1999.
*
* genrand() -> double precision function grnd()
* sgenrand(seed) -> subroutine sgrnd(seed)
* integer seed
*
* This program uses the following non-standard intrinsics.
* ishft(i,n): If n>0, shifts bits in i by n positions to left.
* If n<0, shifts bits in i by n positions to right.
* iand (i,j): Performs logical AND on corresponding bits of i and j.
* ior (i,j): Performs inclusive OR on corresponding bits of i and j.
* ieor (i,j): Performs exclusive OR on corresponding bits of i and j.
*
************************************************************************
* this main() outputs first 1000 generated numbers
ccc program main
ccc
ccc implicit integer(i-n)
ccc implicit double precision(a-h,o-z)
ccc
ccc parameter(no=1000)
ccc dimension r(0:7)
ccc
ccc* call sgrnd(4357)
ccc* any nonzero integer can be used as a seed
ccc do 1000 j=0,no-1
ccc r(mod(j,8))=grnd()
ccc if(mod(j,8).eq.7) then
ccc write(*,'(8(f8.6,'' ''))') (r(k),k=0,7)
ccc else if(j.eq.no-1) then
ccc write(*,'(8(f8.6,'' ''))') (r(k),k=0,mod(no-1,8))
ccc endif
ccc 1000 continue
ccc
ccc stop
ccc end
************************************************************************
subroutine sgrnd(seed)
implicit none
* Period parameters
integer N
parameter(N=624)
integer mti
integer mt(0:N-1) !the array for the state vector
common /block/mti,mt
save /block/
integer seed
*setting initial seeds to mt[N] using the generator Line 25 of Table 1 in
* [KNUTH 1981, The Art of Computer Programming Vol. 2 (2nd Ed.), pp102]
mt(0)= iand(seed,-1)
do 1000 mti=1,N-1
mt(mti) = iand(69069 * mt(mti-1),-1)
1000 continue
return
end
************************************************************************
double precision function grnd()
implicit none
integer N,N1,M
integer MATA,UMASK,LMASK
integer TMASKB,TMASKC
* Period parameters
parameter(N = 624)
parameter(N1 = N+1)
parameter(M = 397)
parameter(MATA = -1727483681) !constant vector a
C This next line may look weird, but it is very important. For standard fortran
C standard integers are allowed to range from -214748368 to 214748367 (2**31-1).
C However the statement x=-2147483648 is interpreted as the operation of
C making the number 2147483648 negative - this is not allowed.
C To get around this, we just take -2147483647 and subtract 1.
parameter(UMASK = -2147483647-1) !most significant w-r bits
parameter(LMASK = 2147483647) !least significant r bits
* Tempering parameters
parameter(TMASKB= -1658038656)
parameter(TMASKC= -272236544)
integer mti
integer mt(0:N-1) !the array for the state vector
common /block/mti,mt
save /block/
integer mag01(0:1)
save mag01 !mag01(x) = x * MATA for x=0,1
integer y
integer kk
data mti/N1/ !mti==N+1 means mt[N] is not initialized
data mag01/0, MATA/
if(mti.ge.N) then !generate N words at one time
if(mti.eq.N+1) then !if sgrnd() has not been called,
call sgrnd(4357) !a default initial seed is used
endif
do 1000 kk=0,N-M-1
y=ior(iand(mt(kk),UMASK),iand(mt(kk+1),LMASK))
mt(kk)=ieor(ieor(mt(kk+M),ishft(y,-1)),mag01(iand(y,1)))
1000 continue
do 1100 kk=N-M,N-2
y=ior(iand(mt(kk),UMASK),iand(mt(kk+1),LMASK))
mt(kk)=ieor(ieor(mt(kk+(M-N)),ishft(y,-1)),mag01(iand(y,1)))
1100 continue
y=ior(iand(mt(N-1),UMASK),iand(mt(0),LMASK))
mt(N-1)=ieor(ieor(mt(M-1),ishft(y,-1)),mag01(iand(y,1)))
mti = 0
endif
y=mt(mti)
mti=mti+1
y=ieor(y,ishft(y,-11))
y=ieor(y,iand(ishft(y,7),TMASKB))
y=ieor(y,iand(ishft(y,15),TMASKC))
y=ieor(y,ishft(y,-18))
if(y.lt.0) then
grnd=(dble(y)+2.0d0**32)/(2.0d0**32-1.0d0)
else
grnd=dble(y)/(2.0d0**32-1.0d0)
endif
return
end
subroutine saverndstate(fname)
implicit none
character*(*) fname
integer i
integer N
parameter(N = 624)
integer mti
integer mt(0:N-1) !the array for the state vector
common /block/mti,mt
save /block/
open(unit=1,file=fname)
write(1,'(i11)') mti
do i=0,N-1
write(1,'(i11)') mt(i)
enddo
close(unit=1)
return
end
logical function restorerndstate(fname)
implicit none
character*(*) fname
integer i
integer N
parameter(N = 624)
integer mti
integer mt(0:N-1) !the array for the state vector
integer mti_saved
integer mt_saved(0:N-1)
common /block/mti,mt
save /block/
open(unit=1,file=fname,err=125)
read(1,'(i11)',err=125,end=125) mti_saved
do i=0,N-1
read(1,'(i11)',err=125,end=125) mt_saved(i)
enddo
close(unit=1)
c Only overwrite state if read was successful
mti = mti_saved
do i=0,N-1
mt(i) = mt_saved(i)
enddo
restorerndstate = .true.
return
125 continue
restorerndstate = .false.
return
end